Large deviations problem for random evolution processes

DOI10.1090/TPMS/996zbMath1357.60032OpenAlexW2587503476MaRDI QIDQ2960460

Igor V. Samoilenko, Vladimir S. Korolyuk

Publication date: 9 February 2017

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/996

zbMATH Keywords

large deviationsasymptotically small diffusionLévy approximationrandom evolution processesexponential nonlinear generator

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Diffusion processes (60J60) Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Cites Work

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• Large deviations for impulsive processes in the scheme of the Lévy approximation
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• Problem of large deviations for Markov random evolutions with independent increments in the scheme of asymptotically small diffusion

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